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[电气工程与系统科学] Kelly的GLRT和自适应匹配滤波器的渐近鲁棒性 模型误规格下的检测器 [推广有奖]

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大多数88 在职认证  发表于 2022-3-6 20:47:00 来自手机 |AI写论文

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摘要翻译:
任何假设检验(HT)问题的一个基本假设是,可用数据遵循假设的参数模型,以导出检验统计量。然而,在许多实际应用中,真实数据模型和假设数据模型之间的完美匹配是无法实现的。在所有这些情况下,最好使用稳健决策检验,即在零假设下,对于一组合适的可能的输入数据模型,其统计量保持(至少是渐近地)相同的概率密度函数(pdf)的检验。在Kent(1982)的开创性工作的基础上,本文研究了雷达信号处理应用中一个反复出现的HT问题中模型失配的影响:在一个可能错误指定的高斯数据模型下测试一组复杂椭圆对称(CES)分布随机向量的均值。特别地,利用这个通用的误码框架,给出了两种常用的检测器Kelly广义似然比检验(GLRT)和自适应匹配滤波器(AMF)的新面貌,并研究了它们的鲁棒性。
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英文标题:
《Asymptotic robustness of Kelly's GLRT and Adaptive Matched Filter
  detector under model misspecification》
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作者:
S. Fortunati, M. S. Greco, F. Gini
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最新提交年份:
2017
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分类信息:

一级分类:Electrical Engineering and Systems Science        电气工程与系统科学
二级分类:Signal Processing        信号处理
分类描述:Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用,包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、(生物)医学、图像、视频和多模态自然和人为信号,包括通信信号和数据。感兴趣的主题包括:统计信号处理、谱估计和系统辨识;滤波器设计;自适应滤波/随机学习;(压缩)采样、传感和变换域方法,包括快速算法;用于机器学习的信号处理和用于信号处理应用的机器学习;网络与图形信号处理;信号处理中的凸和非凸优化方法;雷达、声纳和传感器阵列波束形成和测向;通信信号处理;低功耗、多核、片上系统信号处理;信息物理系统的传感、通信、分析和优化,如电网和物联网。
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英文摘要:
  A fundamental assumption underling any Hypothesis Testing (HT) problem is that the available data follow the parametric model assumed to derive the test statistic. Nevertheless, a perfect match between the true and the assumed data models cannot be achieved in many practical applications. In all these cases, it is advisable to use a robust decision test, i.e. a test whose statistic preserves (at least asymptotically) the same probability density function (pdf) for a suitable set of possible input data models under the null hypothesis. Building upon the seminal work of Kent (1982), in this paper we investigate the impact of the model mismatch in a recurring HT problem in radar signal processing applications: testing the mean of a set of Complex Elliptically Symmetric (CES) distributed random vectors under a possible misspecified, Gaussian data model. In particular, by using this general misspecified framework, a new look to two popular detectors, the Kelly's Generalized Likelihood Ration Test (GLRT) and the Adaptive Matched Filter (AMF), is provided and their robustness properties investigated.
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PDF链接:
https://arxiv.org/pdf/1709.08667
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关键词:Kelly 滤波器 鲁棒性 检测器 Applications data 检验 可能 参数 遵循

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